Optimal Reduced-Order Quadratic Solution for the non-Gaussian Finite-Horizon Regulator Problem

被引：0

作者：

Cacace, Filippo ^{[1
]}

Fasano, Antonio ^{[1
]}

Germani, Alfredo ^{[2
]}

Monteriu, Andrea ^{[3
]}

机构：

[1] Univ Campus Biomed Roma, Rome, Italy

[2] Univ Aquila, Dipartimento Ingn Elettr, I-67100 Laquila, Italy

[3] Univ Politecn Marche, Dipartimento Ingn Informaz, Ancona, Italy

来源：

2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2013年

关键词：

LQG OPTIMAL-CONTROL; STOCHASTIC-SYSTEMS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider the optimal regulator for non-Gaussian discrete-time stochastic systems with a quadratic cost function. We improve the method of [1], where the optimal control is derived from the classical LQG solution by substituting the linear filtering part with a quadratic optimal filter. In this paper we delete the unobservable part of the augmented state space, thus guaranteeing the internal stability of the resulting closed-loop system.

引用

页码：3085 / 3090

页数：6

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